The following is the code I have written to find the DFT of sine(x) over a period.
program fftw_test
implicit none
INTEGER FFTW_MEASURE
PARAMETER (FFTW_MEASURE=0)
INTEGER FFTW_ESTIMATE
PARAMETER (FFTW_ESTIMATE=64)
INTEGER FFTW_FORWARD
PARAMETER (FFTW_FORWARD=-1)
integer, parameter :: n = 8
integer :: i
double complex, dimension(0:n-1) :: input, output
double precision, parameter :: pi = 3.141592653, h = 2.0d0*pi/(n)
integer*8 :: plan
call dfftw_plan_dft_1d(plan, n, input, output, fftw_forward, fftw_measure)
do i = 0, n-1
input(i) = cmplx(sin(h*i), 0)
end do
call dfftw_execute_dft(plan, input, output)
output = output/n
output(0) = cmplx(0,0) ! setting oddball wavenumber to be 0
call dfftw_destroy_plan(plan)
do i = -n/2, n/2-1, 1
write(*, *) i, output(i+(n/2))
end do
end program
I am aware of the r2c (real to complex) function in the FFTW library. But I was advised to use the normal c2c function. So I defined the input function as a complex number with real part = sine(x) and complex part 0.
The DFT of sine(x) is supposed to be fk(-1) = cmplx(0, -0.5) and fk(1) = cmplx(0, 0.5) where fk(k) means the fourier coefficient of the k wavenumber
The output I received is as follows.
-4 ( 0.0000000000000000 , 0.0000000000000000 )
-3 ( 3.2001271327131496E-008,-0.49999998518472011 )
-2 ( -1.0927847071684482E-008, 1.4901161193847656E-008)
-1 ( -1.0145577183762535E-008, 1.4815279864022202E-008)
0 ( -1.0927847071684482E-008, 0.0000000000000000 )
1 ( -1.0145577183762535E-008, -1.4815279864022202E-008)
2 ( -1.0927847071684482E-008, -1.4901161193847656E-008)
3 ( 3.2001271327131496E-008, 0.49999998518472011 )
I am getting fk(-3) = cmplx(~0, -0.5) and fk(3) = cmplx(~0, 0.5). If I increase the grid size to 16, 32 or so I get -n/2 -1 and n/2 -1 wavenumbers with the required values instead of the -1 and 1 wavenumbers.
Does this have something to do with the way FFTW stores the output in the output array ? Or am I going wrong anywhere else ?
Also, I don't seem to be getting 'proper 0' where I should be. It is instead numbers of the order of 10^(-8) which I believe is the smallest my datatype double can hold. Is that something I should be worried about ?
Like @VladimirF already said, the ordering of the values is a bit different, than you might expect. The first half of the array holds the positive frequencies, the second half holds the negative frequencies in reverse order (see this link). And you might have to check the sign convention used by FFTW.
The problem with accuracy stems from your single precision value for pi
and the use of cmplx
which produces single precision complex numbers (use the keyword argument kind
). In this case you could simply assign your real value to the complex variables. Applying these two changes yields a precision of ~1e-10
. This can be improved by supplying a better approximation for pi (i.e. more than 10 digits).
E.g. the value pi = 3.141592653589793d0
yields results with accuracy of 1e-16
.